Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A Portfolio Theory and Riskless CAPM Teaching Program.
AU - Taylor, Paul
PY - 1984
Y1 - 1984
N2 - This programme suite, designed for finance teaching modules, will generate the efficient frontier of a set of risky securities. Given a riskless rate, it will calculate the tangential market portfolio and the capital and security market lines. It will plot, using a double density procedure, the relevant frontiers and pricing relationships, and give further information, on demand, about the efficient frontier. It will also calculate betas given returns. The plotting routines are designed for a 32K Commodore 'Pet'.
AB - This programme suite, designed for finance teaching modules, will generate the efficient frontier of a set of risky securities. Given a riskless rate, it will calculate the tangential market portfolio and the capital and security market lines. It will plot, using a double density procedure, the relevant frontiers and pricing relationships, and give further information, on demand, about the efficient frontier. It will also calculate betas given returns. The plotting routines are designed for a 32K Commodore 'Pet'.
M3 - Journal article
VL - 16
SP - 61
EP - 66
JO - British Accounting Review
JF - British Accounting Review
SN - 0890-8389
IS - 1
ER -